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Estimating probabilities of multivariate failure sets based on pairwise tail dependence coefficients

Fuente: arXiv

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Bibliographic Details
Main Authors:	Kiriliouk, Anna, Zhou, Chen
Format:	Preprint
Published:	2022
Subjects:	Methodology Applications 62F10, 62H10, 62H12, 60G70 G.3
Online Access:	Acceder al recurso
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